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ASX 3, 10 and 20 Year Bond Series

December 2016

The basket stocks to underlie the December 2016 3 Year, 10 Year and 20 Year Treasury Bond contracts are set out below.

The series for the 3 Year, 10 Year and 20 Year Treasury Bond contracts will be listed on Wednesday 15 June 2016, with futures and options to be listed at the start of the evening ASX Trade24 session at 5:10pm.

ASX 3 Year Bond Contract
5.25% March 2019
2.75% October 2019
4.50% April 2020
1.75% November 2020
ASX 10 Year Bond Contract
3.25% April 2025
4.25% April 2026
4.75% April 2027
2.75% November 2027
ASX 20 Year Bond Contract
4.50% April 2033
2.75% June 2035
3.75% April 2037
3.25% June 2039

The underlying stocks for the 3, 10 and 20 Year Treasury Bond futures contracts remain unchanged.

March 2017

The basket stocks to underlie the March 2017 3 Year, 10 Year and 20 Year Treasury Bond contracts are set out below.

The series for the 3 Year, 10 Year and 20 Year Treasury Bond contracts will be listed on Thursday 15 September 2016, with futures and options to be listed at the start of the evening ASX Trade24 session at 5:10pm.

ASX 3 Year Bond Contract
2.75% October 2019
4.50% April 2020
1.75% November 2020
5.75% May 2021
ASX 10 Year Bond Contract
4.25% April 2026
4.75% April 2027
2.75% November 2027
2.25% May 2028
ASX 20 Year Bond Contract
4.50% April 2033
2.75% June 2035
3.75% April 2037
3.25% June 2039

The underlying stocks for the 3 Year Treasury Bond Futures has changed with the removal of the 5.25% March 2019 series and the inclusion of the 5.75% May 2021 series.

The underlying stocks for the 10 Year Treasury Bond Futures has changed with the removal of the 3.25% April 2025 series and the inclusion of the 2.25% May 2028 series.

The underlying stocks for the 20 Year Treasury Bond Futures remains unchanged.

Historical bond basket stocks are published in the ASX 24 Operating Rules - Procedures Appendices